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Value at risk using GARCH volatility models augmented with extreme value theory
Dicks, A.
;
Conradie, W. J.
;
De Wet, Tertius
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
38
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010517322
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